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In this thesis, we study the problem of characterizing the set of games that are consistent with observed equilibrium play, a fundamental problem in econometrics. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem, for many classes of games and observation models of interest. Our approach provides a sharp, computationally efficient characterization of the extent to which a particular set of observations constrains the space of games that could have generated them. This allows us to solve a number of variants of this problem as well as to quantify the power of games from particular classes (e.g., zero-sum, potential, linearly parameterized) to explain player behavior.

We illustrate our approach with numerical simulations.


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CaltechTHESIS  

Autor(es)

Ziani, Juba - 

Id.: 69521916

Versión: 1.0

Estado: Final

Tipo:  application/pdf - 

Tipo de recurso: Thesis  -  NonPeerReviewed  - 

Tipo de Interactividad: Expositivo

Nivel de Interactividad: muy bajo

Audiencia: Estudiante  -  Profesor  -  Autor  - 

Estructura: Atomic

Coste: no

Copyright: sí

Formatos:  application/pdf - 

Requerimientos técnicos:  Browser: Any - 

Relación: [References] http://resolver.caltech.edu/CaltechTHESIS:12122016-183248666
[References] http://thesis.library.caltech.edu/9993/

Fecha de contribución: 27-ene-2017

Contacto:

Localización:
* Ziani, Juba (2017) Efficiently Characterizing Games Consistent with Perturbed Equilibrium Observations. Master's thesis, California Institute of Technology. doi:10.7907/Z91Z42CF. http://resolver.caltech.edu/CaltechTHESIS:12122016-183248666

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